Favorite Game World
As I expect is the case for many DMs, I will waffle to provide the default answer of “My world”, because having created a world is a real kick. But expanding beyond that to the real intent of the question, I have to waffle even further to say, “Pretty much all of them.”
I love Greyhawk because it was the first game world I was ever exposed to. I love the Forgotten Realms because Ed Greenwood made it feel ground-level real in a way that Greyhawk never did. I love Eberron because it pushed the boundaries of what heroic fantasy could do without turning it into something else (and also because I worked on an awful lot of it). I love the City State of the Invincible Overlord, and desperately wish I’d been exposed to it much earlier than I was. I love Planescape because Planescape. I love Aebrynis from Birthright, I love the Known World and how it morphed into Mystara, I love Pathfinder’s Golarian.
I read fantasy campaign setting books even when I know there’s no chance I will ever actually find the time to play or DM a game in that world. Because for me, a great campaign setting is like imbibing the best parts of a great novel and the best parts of a great real-world history all at once. A great game world should give you a sense of the all stories that might be told in that world, even as it gives you the feeling that you’re a part of that world for just a little while.